+3,319.5%
V vs DLTR
+1,459.0%
+1,860.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | +0.8% | +5.0% | -4.2% | -0.3% |
| 30D | +9.9% | +18.7% | -8.8% | +6.0% |
| 3M | +17.5% | +8.9% | +8.6% | +15.1% |
| 6M | +33.5% | +49.4% | -16.0% | +21.8% |
| YTD | +21.6% | +14.5% | +7.1% | +16.6% |
| 1Y | +27.6% | +32.5% | -4.9% | +18.4% |
| 3Y | +76.4% | +23.4% | +53.0% | +60.2% |
| 5Y | +103.8% | +26.2% | +77.7% | +77.7% |
| 10Y | +455.5% | +82.4% | +373.1% | +307.8% |
| All | +3,319.5% | +1,459.0% | +1,860.5% | +1,175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling